+1,258.4%
NET vs QXO
-27.4%
+1,285.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -8.1% | -0.2% | -8.0% |
| 7D | -21.2% | +2.3% | -23.5% | -21.3% |
| 30D | -31.1% | -3.9% | -27.2% | -31.1% |
| 3M | -16.5% | -26.8% | +10.3% | -15.6% |
| 6M | 0.0% | -38.3% | +38.3% | +1.6% |
| YTD | +24.0% | -39.7% | +63.7% | +25.8% |
| 1Y | +7.0% | -29.4% | +36.4% | +7.8% |
| 3Y | +279.6% | -48.8% | +328.3% | +234.8% |
| 5Y | +24.0% | -69.8% | +93.7% | +8.6% |
| All | +1,258.4% | -27.4% | +1,285.8% | +1,079.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QXO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling